Work

Optimal Capital Allocation Principles

Year: 2011

Type: article

Source: Journal of Risk & Insurance

DOI: 10.1111/j.1539-6975.2011.01408.x

Authors: Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez, Steven Vanduffel

Institutions: KU Leuven, University of Connecticut, Vrije Universiteit Brussel

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2147965521

FWCI: 22.16

Cites: 41

Cited by: 224

Related to: 10